Artículos relacionados a Modelling Nonlinear Economic Time Series (Advanced...
Book by Terasvirta Timo Tjostheim Dag Granger Clive W J
"Sinopsis" puede pertenecer a otra edición de este libro.
Reseña del editor:
This book contains an extensive up-to-date overview of nonlinear time series models and their application to modelling economic relationships. It considers nonlinear models in stationary and nonstationary frameworks, and both parametric and nonparametric models are discussed. The book contains examples of nonlinear models in economic theory and presents the most common nonlinear time series models. Importantly, it shows the reader how to apply these models in practice. For this purpose, the building of various nonlinear models with its three stages of model building: specification, estimation and evaluation, is discussed in detail and is illustrated by several examples involving both economic and non-economic data. Since estimation of nonlinear time series models is carried out using numerical algorithms, the book contains a chapter on estimating parametric nonlinear models and another on estimating nonparametric ones. Forecasting is a major reason for building time series models, linear or nonlinear. The book contains a discussion on forecasting with nonlinear models, both parametric and nonparametric, and considers numerical techniques necessary for computing multi-period forecasts from them. The main focus of the book is on models of the conditional mean, but models of the conditional variance, mainly those of autoregressive conditional heteroskedasticity, receive attention as well. A separate chapter is devoted to state space models. As a whole, the book is an indispensable tool for researchers interested in nonlinear time series and is also suitable for teaching courses in econometrics and time series analysis. Readership: Academics, researchers, graduates and advanced undergraduates of econometrics, particularly academics in time series econometrics.
Biografía del autor:
Timo Teräsvirta received his DPolSc (Econometrics) from the University of Helsinki in 1970. He has been Senior Research Fellow of the Academy of Finland (1972-76), Professor of Statistics at the University of Helsinki (1976-80), Visiting Scholar at CORE, Louvain-la-Neuve, (1978-79), Research Fellow at the Research Institute of the Finnish Economy (1980-89), Research Fellow at the Norges Bank, (1992-93, 1994, 2000), and Professor of Econometrics at the Stockholm School of Economics, (1994-2006). He has been Visiting Professor to several universities, including the University of California, San Diego, the University of Technology, Sydney, the Central European University, Budapest, and the Hanken School of Economics, Helsinki. Teräsvirta is an elected member of the International Statistical Institute, the Finnish Society of Sciences and Letters, Helsinki, and the Royal Academy of Sciences, Stockholm. Distinguished Author of Journal of Applied Econometrics and Fellow of Journal of Econometrics. Dag Tjøstheim holds a PhD in Applied Mathematics from Princeton University, 1974. He was Research Scientist at the seismic observatory NORSAR (1974-77) and Associate Professor at the Norwegian Business School (1977-80). He was Visiting Professor at the University of North Carolina, Chapel Hill (1983-84) and at the University of California, San Diego (1990-91). He has been working on time series and related areas in spatial processes including econometrics, fishery statistics, seismology and meteorology. Tjøstheim has served as main editor of the Scandinavian Journal of Statistics, and as Associate Editor of Bernoulli, Journal of the Royal Statistical Society Series B, and Journal of Time Series Analysis. He is the recipient of the Tjalling Koopmans Prize in Econometric Theory 1999-2002 and the Norwegian Sverdrup Prize 2009. He is elected member of the International Statistical Statistical Institute and the Norwegian Academy of Science. Clive W. J. Granger was Professor Emeritus at the University of California, San Diego. In 2003, he was awarded the Nobel Memorial Prize in Economic Sciences for fundamental discoveries in the analysis of time series data.
"Sobre este título" puede pertenecer a otra edición de este libro.
- EditorialOUP Oxford
- Año de publicación2010
- ISBN 10 0199587140
- ISBN 13 9780199587148
- EncuadernaciónTapa dura
- Número de páginas586
Comprar nuevo
Ver este artículo
EUR 154,83
Gastos de envío:
GRATIS
A Estados Unidos de America
Los mejores resultados en AbeBooks
Imagen de archivo
Modelling NonLinear Time Series ATE Advanced Texts in Econometrics
Publicado por
Oxford University Press, USA
(2011)
ISBN 10: 0199587140
ISBN 13: 9780199587148
Nuevo
Tapa dura
Cantidad disponible: > 20
Librería:
Valoración
Descripción HRD. Condición: New. New Book. Shipped from UK. THIS BOOK IS PRINTED ON DEMAND. Established seller since 2000. Nº de ref. del artículo: L1-9780199587148
Comprar nuevo
EUR 154,83
Convertir moneda
Imagen de archivo
Modelling Non-Linear Time Series ATE
Publicado por
OUP Oxford
(2011)
ISBN 10: 0199587140
ISBN 13: 9780199587148
Nuevo
Tapa dura
Cantidad disponible: > 20
Librería:
Valoración
Descripción Condición: New. PRINT ON DEMAND Book; New; Fast Shipping from the UK. No. book. Nº de ref. del artículo: ria9780199587148_lsuk
Comprar nuevo
EUR 143,76
Convertir moneda
Gastos de envío:
EUR 11,64
De Reino Unido a Estados Unidos de America
Destinos, gastos y plazos de envío
Imagen de archivo
Modelling NonLinear Time Series ATE Advanced Texts in Econometrics
Publicado por
Oxford University Press, USA
(2011)
ISBN 10: 0199587140
ISBN 13: 9780199587148
Nuevo
Tapa dura
Cantidad disponible: > 20
Librería:
Valoración
Descripción HRD. Condición: New. New Book. Delivered from our UK warehouse in 4 to 14 business days. THIS BOOK IS PRINTED ON DEMAND. Established seller since 2000. Nº de ref. del artículo: L1-9780199587148
Comprar nuevo
EUR 146,22
Convertir moneda
Gastos de envío:
EUR 29,15
De Reino Unido a Estados Unidos de America
Destinos, gastos y plazos de envío
Imagen del vendedor
Modelling Nonlinear Economic Time Series (Hardcover)
Publicado por
Oxford University Press, Oxford
(2010)
ISBN 10: 0199587140
ISBN 13: 9780199587148
Nuevo
Tapa dura
Cantidad disponible: 1
Librería:
Valoración
Descripción Hardcover. Condición: new. Hardcover. This book contains an extensive up-to-date overview of nonlinear time series models and their application to modelling economic relationships. It considers nonlinear models in stationary and nonstationary frameworks, and both parametric and nonparametric models are discussed. The book contains examples of nonlinear models in economic theory and presents the most common nonlinear time series models. Importantly, it shows the reader how to apply these models inpractice. For this purpose, the building of various nonlinear models with its three stages of model building: specification, estimation and evaluation, is discussed in detail and is illustrated by severalexamples involving both economic and non-economic data. Since estimation of nonlinear time series models is carried out using numerical algorithms, the book contains a chapter on estimating parametric nonlinear models and another on estimating nonparametric ones. Forecasting is a major reason for building time series models, linear or nonlinear. The book contains a discussion on forecasting with nonlinear models, both parametric and nonparametric, and considers numericaltechniques necessary for computing multi-period forecasts from them. The main focus of the book is on models of the conditional mean, but models of the conditional variance, mainly those ofautoregressive conditional heteroskedasticity, receive attention as well. A separate chapter is devoted to state space models. As a whole, the book is an indispensable tool for researchers interested in nonlinear time series and is also suitable for teaching courses in econometrics and time series analysis. This volume is a comprehensive assessment of many recent developments in the modelling of time series. The focus is on introducing various nonlinear models and discussing their practical use, and encouraging the reader to apply nonlinear models to their practical modelling problems. Shipping may be from our Sydney, NSW warehouse or from our UK or US warehouse, depending on stock availability. Nº de ref. del artículo: 9780199587148
Comprar nuevo
EUR 141,24
Convertir moneda
Gastos de envío:
EUR 34,49
De Australia a Estados Unidos de America
Destinos, gastos y plazos de envío
Imagen de archivo
Modelling Nonlinear Economic Time Series
Publicado por
Oxford University Press
(2011)
ISBN 10: 0199587140
ISBN 13: 9780199587148
Nuevo
Tapa dura
Cantidad disponible: > 20
Librería:
Valoración
Descripción Hardback. Condición: New. This item is printed on demand. New copy - Usually dispatched within 5-9 working days. Nº de ref. del artículo: C9780199587148
Comprar nuevo
EUR 172,71
Convertir moneda
Gastos de envío:
EUR 10,44
De Reino Unido a Estados Unidos de America
Destinos, gastos y plazos de envío
Imagen de archivo
Modelling Nonlinear Economic Time Series (Advanced Texts in Econometrics)
Publicado por
Oxford University Press
(2011)
ISBN 10: 0199587140
ISBN 13: 9780199587148
Nuevo
Tapa dura
Cantidad disponible: > 20
Librería:
Valoración
Descripción Condición: New. Nº de ref. del artículo: ABLIING23Feb2215580054989
Comprar nuevo
EUR 191,47
Convertir moneda
Imagen del vendedor
Modelling Nonlinear Economic Time Series (Hardcover)
Publicado por
Oxford University Press, Oxford
(2010)
ISBN 10: 0199587140
ISBN 13: 9780199587148
Nuevo
Tapa dura
Cantidad disponible: 1
Librería:
Valoración
Descripción Hardcover. Condición: new. Hardcover. This book contains an extensive up-to-date overview of nonlinear time series models and their application to modelling economic relationships. It considers nonlinear models in stationary and nonstationary frameworks, and both parametric and nonparametric models are discussed. The book contains examples of nonlinear models in economic theory and presents the most common nonlinear time series models. Importantly, it shows the reader how to apply these models inpractice. For this purpose, the building of various nonlinear models with its three stages of model building: specification, estimation and evaluation, is discussed in detail and is illustrated by severalexamples involving both economic and non-economic data. Since estimation of nonlinear time series models is carried out using numerical algorithms, the book contains a chapter on estimating parametric nonlinear models and another on estimating nonparametric ones. Forecasting is a major reason for building time series models, linear or nonlinear. The book contains a discussion on forecasting with nonlinear models, both parametric and nonparametric, and considers numericaltechniques necessary for computing multi-period forecasts from them. The main focus of the book is on models of the conditional mean, but models of the conditional variance, mainly those ofautoregressive conditional heteroskedasticity, receive attention as well. A separate chapter is devoted to state space models. As a whole, the book is an indispensable tool for researchers interested in nonlinear time series and is also suitable for teaching courses in econometrics and time series analysis. This volume is a comprehensive assessment of many recent developments in the modelling of time series. The focus is on introducing various nonlinear models and discussing their practical use, and encouraging the reader to apply nonlinear models to their practical modelling problems. Shipping may be from multiple locations in the US or from the UK, depending on stock availability. Nº de ref. del artículo: 9780199587148
Comprar nuevo
EUR 228,41
Convertir moneda